Anic Equity¶

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Total return since start: 0.62 %¶

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Equity now: -----------------------------> 49475.88 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45415.87 Kr¶

PnL: ---------------------------------------> 359.87 Kr¶

DD now: ---------------------------------> -6.861 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:56:08.834598'

Anic Portfolio¶

Today¶

Return: 1.233 %¶

This Week¶

Return: 0.35 %¶

Total portfolio value¶

Return including deposits: 61.971 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.860000 1675.080000 206.080000 14.030000 1468.999998
Sedana Medical 93 5.070000 2698.860000 177.860000 7.060000 2521.000011
Orrön Energy 180 5.560000 2170.800000 127.800000 6.260000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 3.940000 990.000000 55.000000 5.880000 935.000000
JM 6 3.550000 909.000000 45.000000 5.210000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 3.370000 896.000000 42.000000 4.920000 854.000000
Catena 2 3.780000 833.600000 41.600000 5.250000 792.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 2.260000 990.000000 23.000000 2.380000 966.999996
Bilia A 8 2.040000 918.400000 18.400000 2.040000 900.000000
BioGaia B 8 1.110000 944.800000 14.800000 1.590000 930.000000
Gränges 9 1.550000 942.300000 14.300000 1.540000 927.999999
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Clas Ohlson B 12 0.250000 976.800000 3.800000 0.390000 972.999996
Biotage 7 0.070000 943.600000 2.600000 0.280000 940.999997
AcadeMedia 8 0.400000 402.400000 0.400000 0.100000 402.000000
OX2 13 0.970000 949.650000 -0.350000 -0.040000 949.999999
EQT 4 0.240000 830.000000 -2.000000 -0.240000 832.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
ASSA ABLOY B 3 -0.730000 770.100000 -8.900000 -1.140000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.300000 1823.450000 -26.550000 -1.440000 1850.000436
SKF B 5 -2.330000 910.250000 -29.750000 -3.160000 940.000000
Addnode Group B 11 -1.830000 884.950000 -36.050000 -3.910000 921.000003
Latour B 4 -0.200000 816.400000 -40.600000 -4.740000 857.000000
Indutrade 5 1.290000 1176.000000 -42.000000 -3.450000 1218.000000
Vitec Software Group B 2 0.190000 1044.000000 -43.000000 -3.960000 1087.000000
Hexagon B 26 0.350000 3402.100000 -58.900000 -1.700000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -1.600000 1036.200000 -72.800000 -6.560000 1109.000001
BHG Group 97 1.720000 1378.370000 -80.630000 -5.530000 1458.999989
TOTAL 45407.650000 351.650000 -6.87399% 45056.000411

Updated:¶

'2023-07-04 12:54:53.640091'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶